-60.3%
FCEL vs CAG
-37.6%
-22.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.0% | -5.7% | -6.9% |
| 7D | +15.1% | -6.6% | +21.7% | +13.4% |
| 30D | -16.4% | +2.3% | -18.7% | -16.0% |
| 3M | -5.3% | +16.3% | -21.6% | -2.6% |
| 6M | +124.5% | -16.0% | +140.6% | +145.0% |
| YTD | +126.7% | -7.7% | +134.4% | +139.4% |
| 1Y | +219.9% | -16.0% | +235.9% | +248.2% |
| All | -60.3% | -37.6% | -22.7% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling